[R] Regsubsets()

From: Smit, R. (Robin) (IenT) <robin.smit_at_tno.nl>
Date: Wed 11 May 2005 - 17:57:07 EST


Dear List members  

I am using the regsubsets function to select a few predictor variables using Mallow's Cp:  

> sel.proc.regsub.full <- regsubsets(CO2 ~ v + log(v) + v.max + sd.v +

tad + no.stops.km + av.stop.T + a + sd.a + a.max + d + sd.d + d.max +
RPA + P + perc.stop.T + perc.a.T + perc.d.T + RPS + RPSS + sd.P.acc +
P.dec + da.acc.1 + RMSACC + RDI + RPSI + P.acc + cov.v + cov.a + cov.d +
sd.P + sd.v.run + RCS + T + mass.fin, data = DATASET, weights = count, nbest = 10, nvmax = 35, method = "exhaustive")  

I do however encounter the following warning message which I do not understand:

> Reordering variables and trying again:
Warning messages:
1: 14 linear dependencies found in: leaps.setup(x, y, wt = wt, nbest = nbest, nvmax = nvmax, force.in = force.in, 2: XHAUST returned error code -999 in: leaps.exhaustive(a, really.big  

Could anyone please direct me towards the possible problem and its solution?

The DATASET consists of 75 datapoints, 35 numeric predictor variables and the weights vector is given by:

> count

 [1] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1  

Many thanks,
Robin Smit

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